A higher order local linearization method for solving ordinary differential equations

DOI10.1016/J.AMC.2006.06.096zbMATH Open1115.65080OpenAlexW1995014455MaRDI QIDQ870151FDOQ870151

Authors: Rolando Biscay, Felix Carbonell, Tohru Ozaki, Juan Carlos Jimenez, H. de la Cruz 

Publication date: 12 March 2007

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2006.06.096

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zbMATH Keywords

numerical experimentsexponential methodsinitial value problemsTaylor expansioncomparison of methodsvariation of constants formulafirst order differential systemshyperbolic stationary pointslinearization of the local solution

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Cites Work

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• ATOMFT: Solving ODEs and DAEs using Taylor series
• The scaling and squaring method for the matrix exponential revisited
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• On Krylov Subspace Approximations to the Matrix Exponential Operator
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• Rate of convergence of local linearization schemes for initial-value problems
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• On the Numerical Approximation of Phase Portraits Near Stationary Points
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• Local Linearization Method for Numerical Integration of Delay Differential Equations
• Some A-Stable Methods for Stiff Ordinary Differential Equations

Cited In (18)

• Local Linearization-Runge Kutta (LLRK) Methods for Solving Ordinary Differential Equations
• Probabilistic analysis of a class of compartmental models formulated by random differential equations
• Efficient computation of phi-functions in exponential integrators
• Locally linearized Runge Kutta method of Dormand and Prince
• Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise
• Differential systems with Fuchsian linear part: correction and linearization, normal forms and multiple orthogonal polynomials
• Efficient simulation of unsaturated flow using exponential time integration
• High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise
• Dynamic properties of the local linearization method for initial value problems.
• Construction and study of local linearization adaptive codes for ordinary differential equations
• Computing multiple integrals involving matrix exponentials
• Switched constrained linear adaptive identifier for the trichloroethylene elimination in sequential upflow anaerobic sludge blanket
• Local linearization-Runge-Kutta methods: a class of A-stable explicit integrators for dynamical systems
• Numerical simulation of nonlinear dynamical systems driven by commutative noise
• Rate of convergence of local linearization schemes for initial-value problems
• Multiple shooting-local linearization method for the identification of dynamical systems
• On an explicit method of solving a system of linear differential equations
• Computing high dimensional multiple integrals involving matrix exponentials

Uses Software

• Expokit
• RODAS
• ATOMFT
• MATLAB expm

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